+572.5%
SNPS vs SPYG
+424.6%
+147.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.8% | -0.8% | -0.9% |
| 7D | +0.9% | -0.9% | +1.8% | +1.9% |
| 30D | -3.6% | -1.5% | -2.1% | -1.7% |
| 3M | -12.9% | +3.7% | -16.6% | -16.7% |
| 6M | -8.2% | +16.4% | -24.6% | -23.4% |
| YTD | -15.4% | +13.3% | -28.7% | -26.9% |
| 1Y | -9.3% | +17.9% | -27.2% | -24.8% |
| 3Y | -14.0% | +98.3% | -112.3% | -60.5% |
| 5Y | +19.5% | +86.4% | -66.9% | -40.1% |
| All | +572.5% | +424.6% | +147.9% | +14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded SPYG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling